Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47610.6 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46215.75 Kr¶

PnL: ---------------------------------------> -672.82 Kr¶

DD now: ---------------------------------> -2.096 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 12:18:39.143165'

Anic Portfolio¶

Today¶

Return: -0.547 %¶

This Week¶

Return: -1.137 %¶

Total¶

Return: 55.865 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.570000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 -0.880000 2772.000000 136.000000 5.160000 2636.000010
Corem Property Group B 59 1.520000 667.880000 90.880000 15.750000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.930000 433.600000 78.600000 22.140000 355.000000
HMS Networks 2 -0.730000 710.400000 37.400000 5.560000 673.000000
Samhällsbyggnadsbo. i Norden D 12 3.380000 264.240000 18.240000 7.410000 246.000000
OEM International B 7 -0.890000 543.900000 15.900000 3.010000 527.999997
Coor Service Management Hold. 8 0.370000 546.400000 14.400000 2.710000 532.000000
Resurs Holding 22 0.720000 587.840000 13.840000 2.410000 573.999998
Midsona B 63 -1.670000 594.720000 11.720000 2.010000 582.999984
Intrum 4 0.070000 536.400000 9.400000 1.780000 527.000000
Norva24 Group 16 -4.170000 552.000000 9.000000 1.660000 543.000000
MedCap 2 -0.230000 429.000000 8.000000 1.900000 421.000000
Eastnine 4 -2.510000 496.800000 5.800000 1.180000 491.000000
Handelsbanken A 5 -1.260000 550.000000 4.000000 0.730000 546.000000
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
AcadeMedia 12 0.650000 558.480000 1.480000 0.270000 557.000004
Karnov Group 9 1.020000 536.400000 0.400000 0.070000 536.000004
Essity B 2 -1.450000 571.600000 -2.400000 -0.420000 574.000000
Securitas B 6 0.020000 567.120000 -2.880000 -0.510000 570.000000
Swedbank A 3 -1.890000 559.350000 -4.650000 -0.820000 564.000000
Nordea Bank Abp 29 -1.230000 3448.100000 -5.900000 -0.170000 3453.999992
Essity A 4 -0.700000 1142.000000 -7.000000 -0.610000 1149.000000
CTEK 13 1.060000 518.570000 -15.430000 -2.890000 533.999999
Fastighetsbolag. Emilshus Pref 21 -6.140000 546.000000 -16.000000 -2.850000 562.000005
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.380000 561.150000 -51.850000 -8.460000 612.999432
Boozt 12 -2.130000 1596.000000 -58.000000 -3.510000 1653.999996
International Petroleum Corp. 5 2.440000 525.000000 -69.570000 -11.700000 594.565215
SAAB B 8 -0.510000 3283.200000 -93.800000 -2.780000 3377.000000
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 0.290000 1548.900000 -115.100000 -6.920000 1663.999992
Axfood 13 0.400000 3593.200000 -162.800000 -4.330000 3756.000001
Fasadgruppen Group 35 -0.590000 3535.000000 -276.000000 -7.240000 3810.999990
Ovzon 52 1.370000 3068.000000 -294.000000 -8.740000 3361.999992
TOTAL 46215.750000 -672.820000 -2.09602% 46888.564618

Updated:¶

'2023-01-13 12:18:52.020797'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶